Animating model instances
It sounds like you need to add an armature and rig it to your mesh.  The various armatures can be posed and animated independently although they share a single armature datablock.  The same with the objects instantiating the mesh.

I found a couple of rigging tutorials by searching for  blender armature rigging.


https://www.youtube.com/watch?v=B9iL1hmJXrI  
http://www.blenderguru.com/tutorials/introduction-to-rigging/


And the Humane Rigging series is somewhat legendary


https://www.youtube.com/playlist?list=PLE211C8C41F1AFBAB


It is entirely possible to place multiple independent meshes under control of a single armature by giving each mesh an armature modifier pointing at the controlling armature.  This still requires assignment of vertex groups, but you would have to do that in a single-mesh situation anyway.

An even simpler system is to give each mesh a "child of" constraint and make it the child of a single bone in the armature.  This is only appropriate if each mesh is a single rigid element, but if your objects are constructed in this way, you do not have to assign vertex groups.

I am not sure what problem you are solving with proxies.  When I am linking assets from external files, I often end clicking Make Local on the Object datablock (storing positions, constraints, modifiers, etc) and the Mesh datablock is still a link to the source .blend.  Changes to the mesh will be reflected in the linking .blend upon next load.  The drawback is that changes to the modifiers and object position would not be.

My suspicion is that blender can accomplish the vast majority of what you want to do, but some of the workflow steps are not covered by the tutorials you have read yet.